PCA Index Dashboard Examples

PCA Index Dashboard Examples#

This script was last run at 2024-03-15 13:38:47.451975+00:00 (UTC)
In US/Central Time, this is 2024-03-15 08:38:47.451975-05:00
High Yield Index OAS 10Y-2Y Spread VIX CP - Treasury Spread, 3m NASDAQ Ret (transformed) 10-Year Treasury (transformed)
DATE
1997-01-02 -0.897586 -0.476041 0.085536 -0.007449 0.545793 0.254905
1997-01-03 -0.885878 -0.476041 -0.156238 0.008071 0.745349 0.205752
1997-01-06 -0.881975 -0.476041 -0.064821 -0.015209 0.778223 0.269688
1997-01-07 -0.881975 -0.455211 -0.129775 -0.046249 0.837843 0.383288
1997-01-08 -0.893683 -0.455211 -0.022721 -0.085050 0.785884 0.496496
... ... ... ... ... ... ...
2024-03-08 -0.819530 -1.475868 -0.684292 1.870482 1.022912 -0.227896
2024-03-11 -0.819530 -1.496697 -0.626555 1.870482 0.924613 -0.175573
2024-03-12 -0.842947 -1.507112 -0.792549 1.816162 1.034636 0.037288
2024-03-13 -0.862461 -1.507112 -0.803374 1.761842 1.065107 0.154222
2024-03-14 -0.862461 -1.475868 -0.725189 1.761842 0.910982 0.154222

7187 rows × 6 columns

../../_images/728537c698040533d34c9555ac6e96eb209ad25cde9dc09b732090b91f9f6863.png
pc1
DATE
1997-01-02   -0.579083
1997-01-03   -0.685288
1997-01-06   -0.668169
1997-01-07   -0.704553
1997-01-08   -0.674195
                ...   
2024-03-08   -1.510928
2024-03-11   -1.486488
2024-03-12   -1.590280
2024-03-13   -1.612290
2024-03-14   -1.547618
Name: PC1, Length: 7187, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
../../_images/0a82ff856d08aa49b595baf4d0377cf83f55aad9dc319e9b1a6050852266b01b.png
fig = px.line(pc1)
fig.show()
../../_images/599ea680b456bef556572ce17c2bd465fa0572f9d15f1b700e69ac297386a1e5.png